On Certain Convergence Questions in System Identification

DOI10.1137/0308018MaRDI QIDQ5603686zbMATH OpenOpenAlexFDO

Authors

Publication date 1970

Published in SIAM Journal on Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0308018

Mathematics Subject Classification ID

Parametric inference (62F99) Identification in stochastic control theory (93E12)

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(25)

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• On the consistency and asymptotic normality of discrete-time LTI models identified from concatenated data sets
• Strong consistency of estimates made by the method of orthogonal projections
• System identification. A survey
• On system parameter identifiability
• Asymptotic properties of prediction error estimators in approximate system identification
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• Asymptotic behavior of posterior distributions for random processes under incorrect models
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• Comparison of methods for estimating the parameters of linear dynamical systems from measurements of short sections of transient processes
• Uniqueness of maximum-likelihood estimates of parameters of stochastic systems (The problem of local extrema)
• Use Hausdorff metric to analyze convergence of parameter estimation in system identification
• Maximum likelihood and prediction error methods
• Global convergence conditions in maximum likelihood estimation
• scientific article; zbMATH DE number 3914219 (Why is no real title available?)
• Local stability in the problem of identifying coefficients of a linear difference equation
• A convex analytic approach to system identification
• Continuous-time system identification on compact parameter sets
• Identification methods in a unified framework

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